+840.8%
APO vs CNH
+64.7%
+776.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.7% | -2.4% |
| 7D | -1.0% | +23.3% | -24.3% | -10.1% |
| 30D | +3.5% | +33.5% | -30.0% | -9.8% |
| 3M | +4.5% | +32.7% | -28.2% | -9.3% |
| 6M | +22.8% | +22.2% | +0.6% | +8.9% |
| YTD | -6.5% | +57.7% | -64.2% | -26.8% |
| 1Y | +0.8% | +28.0% | -27.2% | -13.4% |
| 3Y | +62.0% | +11.5% | +50.4% | +43.6% |
| 5Y | +138.2% | +11.9% | +126.4% | +107.3% |
| 10Y | +940.3% | +162.8% | +777.5% | +483.0% |
| All | +840.8% | +64.7% | +776.2% | +468.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CNH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling